+2,319.9%
AEP vs MTB
+7,638.9%
-5,319.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +2.9% | +1.5% | +1.3% | +2.6% |
| 30D | +3.2% | +2.3% | +0.9% | +2.7% |
| 3M | +3.8% | -12.1% | +15.9% | +6.3% |
| 6M | +2.5% | +9.8% | -7.3% | +0.6% |
| YTD | +15.5% | +12.0% | +3.5% | +12.6% |
| 1Y | +9.6% | +22.0% | -12.4% | +5.1% |
| 3Y | +91.2% | +107.6% | -16.5% | +62.5% |
| 5Y | +88.2% | +61.9% | +26.3% | +64.6% |
| 10Y | +205.1% | +116.3% | +88.8% | +136.8% |
| All | +2,319.9% | +7,638.9% | -5,319.0% | +1,001.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling